-32.4%
AFRM vs ES
+0.2%
-32.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | -4.4% | +2.7% | -7.1% | -5.5% |
| 30D | -7.7% | +7.6% | -15.2% | -10.7% |
| 3M | -16.9% | +0.5% | -17.4% | -17.3% |
| 6M | +2.5% | +7.6% | -5.1% | -1.4% |
| YTD | -12.5% | +10.2% | -22.7% | -17.5% |
| 1Y | -11.0% | +1.8% | -12.9% | -13.4% |
| 3Y | +184.6% | +55.4% | +129.2% | +106.9% |
| 5Y | -56.3% | +7.3% | -63.6% | -57.3% |
| All | -32.4% | +0.2% | -32.6% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling